+228.3%
ABT vs HWM
+1,599.0%
-1,370.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +1.0% | -1.8% | +2.7% | +1.1% |
| 30D | +11.6% | -2.7% | +14.3% | +11.8% |
| 3M | +2.3% | -22.7% | +25.1% | +6.2% |
| 6M | +32.7% | -18.9% | +51.7% | +36.2% |
| YTD | -9.6% | +7.1% | -16.7% | -11.7% |
| 1Y | -10.1% | +4.7% | -14.7% | -11.9% |
| 3Y | +25.2% | +345.6% | -320.4% | -7.7% |
| 5Y | -4.5% | +588.3% | -592.8% | -35.7% |
| 10Y | +228.3% | +1,516.2% | -1,287.9% | +66.0% |
| All | +228.3% | +1,599.0% | -1,370.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling